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Hedge funds versus hedged mutual funds : an examination of equity long/short funds

McCarthy, David J. - In: The journal of alternative investments 16 (2013/14) 3, pp. 6-24

Persistent link: https://www.econbiz.de/10010248340

A risk-adjusted performance evaluation of US and EU hedge funds and associated equity markets over the 2007 - 2009 financial crisis

Van Heerden, Chris; Heymans, André; Van Vuuren, Gary; … - In: International business and economics research journal 13 (2014) 1, pp. 169-189

Persistent link: https://www.econbiz.de/10010251617

Performance hypothesis testing with the sharpe ratio : the case of hedge funds

Auer, Benjamin R.; Schuhmacher, Frank - In: Finance research letters 10 (2013) 4, pp. 196-208

Persistent link: https://www.econbiz.de/10010252332

Are hedge fund managers systematically misreporting? Or not?

Jorion, Philippe; Schwarz, Christopher - In: Journal of financial economics 111 (2014) 2, pp. 311-327

Persistent link: https://www.econbiz.de/10010255518

Detecting performance persistence of hedge funds

Hentati-Kaffel, Rania; De Peretti, Philippe - In: Economic modelling 47 (2015), pp. 185-192

Persistent link: https://www.econbiz.de/10011439064

A tail of two cities : on the downside risk and loss profile of Asian and North American hedge funds

Cherian, Joseph A.; Kon, Christine; Weng, William - In: The journal of alternative investments 19 (2016) 1, pp. 55-77

Persistent link: https://www.econbiz.de/10011529259

Evaluating the efficiency of hedge fund replication : return and diversification effects

Blumin, Dmitri; Hauser, Roie; Levy, Azriel; Rao, Kartikeya - In: The journal of alternative investments 19 (2016) 1, pp. 79-92

Persistent link: https://www.econbiz.de/10011529266

Testing equality of modified Sharpe ratios

Ardia, David; Boudt, Kris - In: Finance research letters 13 (2015), pp. 97-104

Persistent link: https://www.econbiz.de/10011552416

Birds of a feather : do hedge fund managers flock together?

Gerritzen, Marc; Jackwerth, Jens Carsten; Plazzi, Alberto - 2016

Mandatory filings for UK hedge funds allow analysis of the effect of managerial employment networks on investment behavior. Employment in the same firm leads to significantly more similar investment behavior in terms of raw returns, abnormal performance (alpha), systematic risk (beta), and...

Persistent link: https://www.econbiz.de/10011515858

Performance of technology sector hedge funds in emerging markets

Yi, Junesuh; Cho, Kwanghee - In: Emerging markets finance & trade : a journal of the … 51 (2015) 5, pp. 985-1000

Persistent link: https://www.econbiz.de/10011561163

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